An analysis of covariance parameters in Gaussian process-based optimization

The need for globally optimizing expensive-to-evaluate functions frequently occurs in many real-world applications. Among the methods developed for solving such problems, the Efficient Global Optimization (EGO) is regarded as one of the state-of-the-art unconstrained continuous optimization algorith...

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Bibliographic Details
Main Authors: Hossein Mohammadi, Rodolphe Le Riche, Xavier Bay, Eric Touboul
Format: Article
Language:English
Published: Croatian Operational Research Society 2018-01-01
Series:Croatian Operational Research Review
Online Access:http://hrcak.srce.hr/file/300099